Try each of the following steps that you haven't already taken. Test after each one.
1. From the menu bar, select
▹ Force Quit...
then select Finder from the list and press return.
2. Log out and log back in.
3. If the file is on a volume other than the startup volume ("Macintosh HD," unless you gave it a different name), unmount and remount the volume. That may not always be possible.
4. If the file is on a network server, restart the server.
5. Reboot.
6. Launch Disk Utility, select the volume on which the file is stored, and run Repair Disk. If the volume is the startup volume, you'll have to boot into Recovery mode (command-R at the startup chime) in order to do this.